+66.5%
WDC vs AJG
+12.4%
+54.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -4.6% |
| 7D | -4.3% | -8.3% | +4.0% | -14.9% |
| 30D | -1.5% | -5.7% | +4.2% | -7.8% |
| 3M | -15.5% | +9.1% | -24.6% | -0.4% |
| 6M | +66.5% | +15.2% | +51.2% | +108.4% |
| All | +66.5% | +12.4% | +54.0% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling